BackgroundEarly‐life locomotor activity during turn out may alter susceptibility to musculoskeletal disease and injury via modulation of behaviours and tissue development during growth.ObjectivesInvestigate associations between turn out practices and rates of musculoskeletal disease and injury in young Thoroughbreds on stud farms in the United Kingdom.Study designProspective cohort.MethodsDaily records were kept on location and duration of turn out for 134 Thoroughbred foals on six stud farms, from birth until leaving the farm or study exit. Data on veterinary‐attended episodes of musculoskeletal disease or injury were collated concurrently. Average daily turn out times (hours), areas (acres) and group size (n foals) were calculated for rolling 7‐ and 30‐day periods of age. Multivariable Cox regression, including farm as a random effect, was used to investigate associations between turn out practices and musculoskeletal disease and injury.ResultsThe overall incidence of musculoskeletal disease or injury was 5.3 cases/100 foal‐months at risk (95% confidence interval [CI]: 4.2–6.6). Compared with 24/7 turn out, average daily turn out times of between 9 and 23 hours over a 7‐day period were associated with a 4.6‐fold increase in musculoskeletal injury rate (95% CI: 1.7–12.3; P < 0.001), adjusting for farm and paddock area. Each 1‐acre increase in the average daily turn out area during the 4th month of life, reduced the rate of musculoskeletal disease and injury between 6 and 18 months of age by 24% (hazard ratio 0.76, 95% CI: 0.58–0.99; P < 0.001), adjusting for farm and turn out time.Main limitationsNon‐random sample of participants may affect generalisability. Use of veterinary‐attended events likely underestimates disease/injury rates.ConclusionsResults suggest that disruptions or alterations to turn out time routines increase injury risk and should be avoided where possible. Turn out in larger paddocks, particularly before weaning, may confer protection against subsequent musculoskeletal disease and injury.